From theory to practice - page 89
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I saw another one too. In the beginning, they take off and then stop. If it was before the signal, here I agree, it is quite possible that they have earned, it is possible that they have paid. However, the latter is highly questionable.
there's no stop, I've played it and I'm over it. It's not capital-intensive. There is all the information on withdrawals, somewhere they have not withdrawn, for example in one place $400k have not been withdrawn, it is very problematic to sue because the jurisdiction is not Russian. People are still working and withdrawing, it is a tough job.
there's no stop, I've played it and I'm over it. It's not capital-intensive. There is all the information on withdrawals, somewhere they have not withdrawn, for example in one place $400k have not been withdrawn, it is very problematic to sue because the jurisdiction is not Russian. People are still working and withdrawing, it is a tough job.
You better start working on your memory. Let me explain.
Indeed, a quote has a memory, i.e. if it is already trending, it is trending. If it is flat, then it is flat.
It's simple if...
You'd better work on the memory. To clarify.
Indeed a quote has a memory, i.e. if it already went in trend, it went in. If it is flat, then it is flat.
It's simple if...
I've been trading with fractals by hand for 5 years now, so I'm writing that it works, but is rather messy in reserach. Sometimes the structures are crystal clear and it is a pleasure to open a deal, sometimes everything is messy and unclear, then it is better not to trade. I have my own software, which I have searched for.
I had my own software that searched for relevant structures and made forecasts using Weierstrass-Mandelbrot fii, I calculated everything on GPU, we implemented it together with my friend. Gave up because it's hard to adequately compare 2 curves mathematically, it doesn't work well through correlation.
That's how it looked:
I've been trading with fractals by hand for 5 years now, so I'm writing that it works, but is rather messy in reserach. Sometimes the structures are crystal clear and it is a pleasure to open a deal, sometimes everything is messy and unclear, then it is better not to trade. I have my own software, which I have searched for.
I had my own software that searched for relevant structures and made forecasts using Weierstrass-Mandelbrot fii, I calculated everything on GPU, we implemented it together with my friend. Gave up because it's hard to adequately compare 2 curves mathematically, it doesn't work well through correlation.
Too abstruse...
But if it works, it's OK.
The graph is not finished yet. It's certainly close, but...Too arcane...
But if it works, then fine.
The chart is not finished yet. That's close by, of course, but...it was an awesome thing, a whole terminal. There was even a forecast repository and a batch reserach of all the selected instruments on the GPU
even had a server with quotes.
it was an awesome thing, a whole terminal. There was even a forecast repository and a batch reserach for all the selected instruments on the GPU
even a server with quotes.
The system was very simple and for good reason. Simplify everything, and for God's sake, get away from the primer, use your head, start with a clean sheet, from the chart.....
The signal should be the same, irrespective of the TF. The signal should be the same irrespective of the timeframe.
Think Maxim, keep going. Keep it simple, and for God's sake, get away from the primer, use your head, start with a clean slate, start with the chart.....
Thank you, Roman, for the clarification. The thread is being corrected, maybe the sequence of posts has changed for a while. I have to switch from Internet Explorer to Mozilla Firefox at times like this, helps.
Is it Yusuf, is it?)
Here's what I was thinking.
Having seen the utter stupidity and savagery of people here, I will still sometimes Maybe this will help intelligent people, who are just reading the forum and searching for some new solutions for these or those problems.
So:
1. To the question of the method of reading tick data.
I finally decided for myself to read tick quotes in exponentially distributed time intervals. And further I consider the sequence of average values between two consecutive quotes. What does it give me? For me it is the only way to bring the distribution of increments to a pure "bell-shaped" form, which is very important. Besides, as my researches have shown - non-markoving of the price movement process, even with such a method of receiving ticks, doesn't disappear in any way, i.e. there is "memory" in the market and it simply must be considered in my calculations.
2. Concerning the calculation of a necessary and sufficient volume of tick quotes sampling.
I do it the following way. I take my personal archive of ticks collected using the method described in paragraph 1, and analyze tick increments in Excel.
For example, for AUDCHF I obtain a histogram
and statistics:
The sample volume is calculated from the Chebyshev inequality using the formula I have already given in this thread. This volume covers 99.8% of the distribution of increments in bilateral tests. I.e. at each calculation step, when the next tick is received, we know for sure that we are working with the maximum possible data set needed for research.
And this method of calculating the sample size is valid for any tick reading method, which proves the self-similarity or fractality of the market.